We are the Swiss Leader in Online Banking and we provide trading, investing and banking services to +650’000 clients, through our performant and secured digital platforms

We are all in at Swissquote. As an equal opportunity employer, we welcome candidates from all backgrounds, experiences and perspectives to join our team and contribute to our shared success

The candidate will join the FX & DA Trading department, which serves the bank’s electronic trading business acting as principal counterparty in OTC venues and CLOBs, and particularly the SPOT liquidity team

As a team we:

• contribute to the bank’s commercial goals by managing our proprietary pricing, execution, and internalization systems
• provision competitive Spot liquidity while meeting internal risk policies
• ensure a gainful network of trading counterparties
• drive the bank’s ongoing investments in systematic capacities, in collaboration with software engineers and IT
• drive the quantitative research initiatives relevant to its business scope
• facilitate new business initiatives in collaboration with various internal teams
• ensure excellent service quality and engage in its continuous improvement
• You will play a primary role in implementing the team’s quantitative research roadmap, but also contribute to the team’s day-to-day duties. In this context, you may interact with clients and collaborate with colleagues in other departments e.g. relationship managers, quant researchers and a consulting academics, software engineers and IT experts
• Moreover, the role includes ad hoc data exploration/visualization and reporting to address Traders’ needs

Qualifications

• 3+ years trading experience in a sell-side electronic trading firm/bank is a strong plus
• MSc/PhD in a STEM discipline from top ranked university
• Strong analytical and modelling skills suitable to financial tick-data
• Familiar with Machine Learning methods applied to financial predictions
• Strong in Python, especially with libraries relevant to large data-sets
• In-depth understanding of relevant market microstructure aspects such as:
• the relationship between risk inventory, liquidity, spreads, volatility, credit, volumes
• the resulting economics between liquidity providers and consumers
• Able to multi-task under pressure while maintaining focus on accuracy
• Available to deliver on time
• Self-driven, structured, attention to detail, team-oriented
• Excellent communication skills and able to develop relationships with interdisciplinary people
• Fluent in English